Mostly Harmless Econometrics: An Empiricist's Companion

  • Princeton Univ Pr
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  • ・本 (371ページ)
  • / ISBN・EAN: 8601300372600


The core methods in today's econometric toolkit are linear regression for statistical control, instrumental variables methods for the analysis of natural experiments, and differences-in-differences methods that exploit policy changes. In the modern experimentalist paradigm, these techniques address clear causal questions such as: Do smaller classes increase learning? Should wife batterers be arrested? How much does education raise wages? Mostly Harmless Econometrics shows how the basic tools of applied econometrics allow the data to speak. In addition to econometric essentials, Mostly Harmless Econometrics covers important new extensions--regression-discontinuity designs and quantile regression--as well as how to get standard errors right. Joshua Angrist and Jrn-Steffen Pischke explain why fancier econometric techniques are typically unnecessary and even dangerous. The applied econometric methods emphasized in this book are easy to use and relevant for many areas of contemporary social science.
An irreverent review of econometric essentials A focus on tools that applied researchers use most Chapters on regression-discontinuity designs, quantile regression, and standard errors Many empirical examples A clear and concise resource with wide applications


  • 現在読書中。計量分析において必要なツールとその理論的な背景を、あまり厳密になることなく、簡潔に説明している本です。経済学の中の分野を問わず、実証分析を行う方は必読の書と言えると思います。

    また、より厳密な理論的側面は、Wooldridge "Econometric Analysis of Cross Section and Panel Data"などで補えばいいのではないかと思います。

  •  Angrist教授とPischke教授による"Mostly Harmless Econometrics"は、計量経済学を用いて実証研究を志すものが直面する様々な問題に対する答えが、わかりやすく書かれている。「応用計量経済学者の作法」とでも呼べる本だ。実証研究を行う大学院生は必読。(大竹文雄ブログ:2009/3/4)

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